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Probability (Graduate Texts in Mathematics) - Hardcover

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9780387908984: Probability (Graduate Texts in Mathematics)

Synopsis

This book contains a systematic treatment of probability from the ground up, starting with intuitive ideas and gradually developing more sophisticated subjects, such as random walks, martingales, Markov chains, ergodic theory, weak convergence of probability measures, stationary stochastic processes, and the Kalman-Bucy filter. Many examples are discussed in detail, and there are a large number of exercises. The book is accessible to advanced undergraduates and can be used as a text or for self-study.

The third edition contains new problems and exercises, new proofs, expanded material on financial mathematics, financial engineering, and mathematical statistics, and a final chapter on the history of probability theory.

"synopsis" may belong to another edition of this title.

Language Notes

Text: English, Russian (translation)

"About this title" may belong to another edition of this title.

  • PublisherSpringer-Verlag
  • Publication date1984
  • ISBN 10 0387908986
  • ISBN 13 9780387908984
  • BindingHardcover
  • LanguageEnglish
  • Number of pages577
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    • 3.92 out of 5 stars
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ISBN 10:  3540908986 ISBN 13:  9783540908982
Publisher: Springer Verlag, 1984
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A. N. Shiryayev
Published by Springer-Verlag, 1984
ISBN 10: 0387908986 ISBN 13: 9780387908984
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Shiryayev, A. N.
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ISBN 10: 0387908986 ISBN 13: 9780387908984
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